TY - JOUR
T1 - A New Class of Distributions Based on Hurwitz Zeta Function with Applications for Risk Management
AU - Landsman, Zinoviy
AU - Makov, Udi
AU - Shushi, Tomer
PY - 2015/1/1
Y1 - 2015/1/1
N2 - This paper constructs a new family of distributions, which is based on the Hurwitz zeta function, which includes novel distributions as well important known distributions such as the normal, gamma, Weibull, Maxwell-Boltzmann and the exponential power distributions. We provide the n-th moment, the Esscher transform and premium and the tail conditional moments for this family.
AB - This paper constructs a new family of distributions, which is based on the Hurwitz zeta function, which includes novel distributions as well important known distributions such as the normal, gamma, Weibull, Maxwell-Boltzmann and the exponential power distributions. We provide the n-th moment, the Esscher transform and premium and the tail conditional moments for this family.
U2 - 10.2174/1876527001607010053
DO - 10.2174/1876527001607010053
M3 - Article
VL - 7
JO - The Open Statistics & Probability Journal
JF - The Open Statistics & Probability Journal
ER -